While the goat, nicknamed "Houdini," was taken to a local animal shelter for evaluation, police and Melbourne Zoo authorities alike were left wondering where, exactly, the goat had come from.

A spokeswoman for the Melbourne Zoo told the Herald that none of its animals had escaped, and that goats were not even kept in captivity at the zoo.

Authorities had been on heightened alert in recent weeks for free-roaming goats in the area because of a number of similar, unexpected sightings, including one last week near the city's CityLink toll roads.

The goat captured was the first one to be caught, but authorities said they didn't know whether it was the same goat as in all the previous sightings.

"Being a goat, it is fairly quick and agile," a CityLink spokeswoman told the Herald last week. "We are increasing our watch of the area and keeping our eye on it."